+44.1%
PYPL vs AXON
+1,854.8%
-1,810.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -1.9% |
| 7D | +2.7% | -14.2% | +16.8% | +6.7% |
| 30D | -4.9% | -15.4% | +10.5% | -1.7% |
| 3M | +28.9% | +0.5% | +28.4% | +25.8% |
| 6M | +18.2% | -9.5% | +27.7% | +17.6% |
| YTD | -5.0% | -9.2% | +4.2% | -6.6% |
| 1Y | -18.8% | -29.4% | +10.6% | -15.0% |
| 3Y | -12.6% | +139.4% | -152.0% | -40.7% |
| 5Y | -80.8% | +178.9% | -259.7% | -88.3% |
| All | +44.1% | +1,854.8% | -1,810.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling